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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscouglu, A. Kamil - In: Journal of econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10001663894

Maximum likelihood and GMM estimation of dynamic panel data models with fixed effects

Kruiniger, Hugo - 2000

Persistent link: https://www.econbiz.de/10001540254

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10009545313

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …

Persistent link: https://www.econbiz.de/10009570680

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134

Persistent link: https://www.econbiz.de/10011500265

A reassessment of the finance & growth nexus using Monte Carlo evidence

Franz, Thorsten - In: Essays on empirical macro-finance, (pp. 86-123). 2018

Persistent link: https://www.econbiz.de/10012169601

Capital structure decisions under uncertainty : the case of Turkey

Dinçergök, Burcu; Eruygur, Hakkı Ozan - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 3, pp. 441-456

Persistent link: https://www.econbiz.de/10014560719

Variational inference for Bayesian panel VAR models

Ter Steege, Lucas (contributor) - European Central Bank - 2024

We study the application of approximate mean field variational inference algorithms to Bayesian panel VAR models in … Student-t residuals shows that it is computationally easy to include the COVID-19 observations in Bayesian panel VARs, thus …

Persistent link: https://www.econbiz.de/10015321114

The MM, ME, ML, EL, EF and GMM approaches to estimation : a synthesis

Bera, Anil K.; Bilias, Yannis - 2001

Persistent link: https://www.econbiz.de/10001580210

Methods to estimate dynamic stochastic general equilibrium models

Ruge-Murcia, Francisco - 2002

Persistent link: https://www.econbiz.de/10001738065